All UX Long

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 (1) (6.8) 31 0 0 (1) (5) 0 65
60 0 (3.2) 32 0 1 (1) (5) 0 52
120 (1) (5.8) 31 0 1 (1) (5) 0 49
250 0 0.8 36 0 3 (1) (7) 0 55
500 1 1.4 38 0 4 (1) (10) 0 58
760 1 1.9 41 0 3 (1) (11) 0 58
1260 0 1.3 39 0 3 (1) (11) (1) 59
2520 1 1.4 41 0 3 (1) (12) (1) 59
All 0 1.4 41 0 3 (1) (12) (1) 57

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 0.1 0 0 0 0 0.1 0 0.1 0 0.1 0 0.3 0.6 1.1 40 157.4 (0.1) (0.3) 0.1 0
2017 (0.1) 0 (0.1) 0.1 (0.1) 0 0 0 0 0 0 0 (0.2) (5.5) 31.1 49 (0.1) (0.3) 0 0
2016 0.4 0.1 (0.2) (0.1) (0.1) 0.6 (0.2) 0 0.1 0.1 0.1 (0.1) 0.7 1.7 35.3 148 (0.1) (0.3) 0.1 0
2015 0.3 (0.1) 0 0 0 0 0 0.5 0.2 (0.2) 0.1 0.3 1.1 2 45 159 (0.1) (0.3) 0.1 0
2014 0 0 0.2 0.1 (0.1) 0 0.1 (0.1) 0.1 0.3 0 0.6 1.2 2.9 42.2 164 (0.1) (0.2) 0.1 0
2013 (0.1) (0.1) 0 (0.1) 0 0 (0.1) 0.2 (0.3) 0 (0.1) 0.1 (0.5) (2) 38.5 157 (0.1) (0.6) 0.1 0
2012 (0.1) (0.1) (0.1) 0 0 0.1 0 (0.1) 0 0.1 0 0.5 0.3 0.8 39 159 (0.1) (0.3) 0.1 0
2011 (0.1) (0.1) 0 0 0 0 0.2 0.5 0.5 0.2 0 0 1.2 2.6 40.4 144 (0.1) (0.4) 0.1 0
2010 0.1 0.1 0 0 0.5 0 (0.2) 0.1 (0.1) (0.1) 0 0 0.4 0.4 37.7 142 (0.1) (0.6) 0 0
2009 0.1 0 0 0 (0.2) (0.1) 0.1 0 0 0.1 0 (0.1) (0.1) 0 42.1 164 (0.1) (0.3) 0 0
2008 0.1 0 0 (0.3) 0 (0.1) 0.1 (0.1) 0.3 1.2 0.5 0 1.7 3.1 47.1 170 (0.1) (0.5) 0.1 0
2007 0 0.1 0.3 0 (0.1) 0.2 0.2 0.2 (0.1) 0 0.2 0 1 2.7 49.1 171 (0.1) (0.4) 0.1 0
2006 (0.1) 0 0 0 0.2 0.1 0.1 (0.1) 0 (0.1) (0.1) 0 0 0.3 35.3 152 (0.1) (0.3) 0 0
2005 0 0 0 0 0 0 (0.1) 0 0 0 0 0 (0.1) (2.9) 31.1 99 0 (0.2) 0 0